+359.7%
MDLZ vs LULU
+704.9%
-345.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.4% | +17.1% | +1.6% |
| 7D | -1.7% | -16.7% | +15.0% | 0.0% |
| 30D | -2.1% | -18.5% | +16.4% | -0.2% |
| 3M | +1.3% | -19.5% | +20.8% | +3.3% |
| 6M | +6.2% | -41.9% | +48.1% | +11.7% |
| YTD | +15.8% | -51.6% | +67.4% | +24.0% |
| 1Y | +4.1% | -51.2% | +55.3% | +10.9% |
| 3Y | -4.1% | -75.1% | +71.0% | +8.0% |
| 5Y | +13.4% | -74.1% | +87.4% | +24.8% |
| 10Y | +75.7% | +46.7% | +29.0% | +57.4% |
| All | +359.7% | +704.9% | -345.2% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling